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A multi-country analysis of the temporary and permanent components of stock prices

Gallagher, Liam - In: Applied financial economics 9 (1999) 2, pp. 129-142

Persistent link: https://www.econbiz.de/10001454297

Identifying the source of mean and volantility spillovers in Irish equities : a multivariate GARCH analysis

Gallagher, Liam; Twomey, Cian E. - In: The economic and social review 29 (1998) 4, pp. 341-356

Persistent link: https://www.econbiz.de/10001538421

The stock return-inflation puzzle revisited

Gallagher, Liam; Taylor, Mark P. - In: Economics letters 75 (2002) 2, pp. 147-156

Persistent link: https://www.econbiz.de/10001650958

Measuring the temporary component of stock prices : robust multivariate analysis

Gallagher, Liam; Taylor, Mark P. - In: Economics letters 67 (2000) 2, pp. 193-200

Persistent link: https://www.econbiz.de/10001471343

Momentum in Irish stocks : evidence from the credit crisis

O'Keeffe, Cormac; Gallagher, Liam - In: Applied economics letters 21 (2014) 10/12, pp. 717-722

Persistent link: https://www.econbiz.de/10010416337

Does convertible arbitrage risk exposure vary through time?

Gallagher, Liam; Hutchinson, Mark; O’Brien, John - In: Review of Pacific Basin financial markets and policies 21 (2018) 4, pp. 1-25

Persistent link: https://www.econbiz.de/10011976148

The winner-loser anomaly : recent evidence from Greece

O'Keeffe, Cormac; Gallagher, Liam - In: Applied economics 49 (2017) 47, pp. 4718-4728

Persistent link: https://www.econbiz.de/10011844782

Convertible Bond Arbitrage : Risk and Return

Hutchinson, Mark C.; Gallagher, Liam - 2023

This paper specifies a simulated convertible bond arbitrage portfolio to characterise the risks in convertible bond arbitrage. For comparison the risk profile of convertible bond arbitrage hedge fund indices at both monthly and daily frequencies is also examined. Results indicate that...

Persistent link: https://www.econbiz.de/10014257559